Steam does not support connecting through a network DMZ?

[Gimpymoo]

Confused

Was reading through an FAQ and noticed this:

https://support.steampowered.com/kb_article.php?ref=5483-YUFN-0521

Note:
Steam does not support connecting through a network DMZ (de-militarized zone), so this setting must be disabled in your router for Steam to function.

Also mentioned here:

https://support.steampowered.com/kb_article.php?ref=6776-MYXU-0480

Important:
Steam does not support gameplay on machines operating in a network DMZ. You must remove your machine from the DMZ in order to play through Steam.

I am confused, how does running Steam through a DMZ stop it working?

More importantly, why as this allways worked for me?

 

[Gimpymoo]

I just dont understand why they say it wont work, when it does and also what would stop it from working if at all.

 

[Gimpymoo]

Nothing could feasibly stop it working surely it shouldn't even be able to tell.

My thoughts exactly.